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Novel Methods in Computational Finance (in English)
Ehrhardt, Matthias ; Günther, Michael ; Ter Maten, E. Jan W. (Author)
·
Springer
· Paperback
Novel Methods in Computational Finance (in English) - Ehrhardt, Matthias ; Günther, Michael ; Ter Maten, E. Jan W.
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Synopsis "Novel Methods in Computational Finance (in English)"
Offers new or improved methods for dealing with volatility of the financial marketIncludes concise discussion of modelling, analysis and numerical solution methods for nonlinear Black-Scholes equationsSeveral sections devoted to GPU programming techniques for solving financial problemsSpecial chapter on software includes the Computational Finance Toolbox that provides insights to the detailed implementation of the proposed methods
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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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